-100.0%
UVXY vs CPB
-45.3%
-54.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.7% |
| 7D | +2.8% | -1.8% | +4.6% | +2.3% |
| 30D | -11.4% | -7.1% | -4.3% | -13.3% |
| 3M | -41.5% | -6.0% | -35.5% | -42.5% |
| 6M | -61.0% | -5.3% | -55.8% | -61.6% |
| YTD | -49.8% | -20.8% | -29.0% | -54.1% |
| 1Y | -66.4% | -33.8% | -32.6% | -71.6% |
| 3Y | -94.8% | -43.7% | -51.0% | -95.7% |
| 5Y | -99.7% | -40.7% | -59.0% | -99.7% |
| All | -100.0% | -45.3% | -54.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling